CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5870 |
1.5959 |
0.0089 |
0.6% |
1.5526 |
| High |
1.6054 |
1.6032 |
-0.0022 |
-0.1% |
1.5882 |
| Low |
1.5828 |
1.5938 |
0.0110 |
0.7% |
1.5467 |
| Close |
1.5969 |
1.5981 |
0.0012 |
0.1% |
1.5875 |
| Range |
0.0226 |
0.0094 |
-0.0132 |
-58.4% |
0.0415 |
| ATR |
0.0156 |
0.0151 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
114,305 |
113,906 |
-399 |
-0.3% |
575,433 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6266 |
1.6217 |
1.6033 |
|
| R3 |
1.6172 |
1.6123 |
1.6007 |
|
| R2 |
1.6078 |
1.6078 |
1.5998 |
|
| R1 |
1.6029 |
1.6029 |
1.5990 |
1.6054 |
| PP |
1.5984 |
1.5984 |
1.5984 |
1.5996 |
| S1 |
1.5935 |
1.5935 |
1.5972 |
1.5960 |
| S2 |
1.5890 |
1.5890 |
1.5964 |
|
| S3 |
1.5796 |
1.5841 |
1.5955 |
|
| S4 |
1.5702 |
1.5747 |
1.5929 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6986 |
1.6846 |
1.6103 |
|
| R3 |
1.6571 |
1.6431 |
1.5989 |
|
| R2 |
1.6156 |
1.6156 |
1.5951 |
|
| R1 |
1.6016 |
1.6016 |
1.5913 |
1.6086 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5777 |
| S1 |
1.5601 |
1.5601 |
1.5837 |
1.5671 |
| S2 |
1.5326 |
1.5326 |
1.5799 |
|
| S3 |
1.4911 |
1.5186 |
1.5761 |
|
| S4 |
1.4496 |
1.4771 |
1.5647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6054 |
1.5575 |
0.0479 |
3.0% |
0.0152 |
1.0% |
85% |
False |
False |
119,585 |
| 10 |
1.6054 |
1.5397 |
0.0657 |
4.1% |
0.0149 |
0.9% |
89% |
False |
False |
115,032 |
| 20 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0151 |
0.9% |
90% |
False |
False |
90,356 |
| 40 |
1.6062 |
1.5335 |
0.0727 |
4.5% |
0.0149 |
0.9% |
89% |
False |
False |
64,172 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0147 |
0.9% |
70% |
False |
False |
42,835 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0141 |
0.9% |
70% |
False |
False |
32,139 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0128 |
0.8% |
71% |
False |
False |
25,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6432 |
|
2.618 |
1.6278 |
|
1.618 |
1.6184 |
|
1.000 |
1.6126 |
|
0.618 |
1.6090 |
|
HIGH |
1.6032 |
|
0.618 |
1.5996 |
|
0.500 |
1.5985 |
|
0.382 |
1.5974 |
|
LOW |
1.5938 |
|
0.618 |
1.5880 |
|
1.000 |
1.5844 |
|
1.618 |
1.5786 |
|
2.618 |
1.5692 |
|
4.250 |
1.5539 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5985 |
1.5964 |
| PP |
1.5984 |
1.5946 |
| S1 |
1.5982 |
1.5929 |
|